Having arrived in southern Kazakhstan at some ungodly hour, I was glad to check into the smart and comfortable Grand Hotel Tien Shan (007 727 244 9600; tienshan-hotels.com) at 115 Bogenbay Batyr Street – by far the best local option and also home to Almaty's best spa.

The old Soviet cable car, from Dostyk Avenue up to Kok Tobe ("green hill"; kok-tobe.kz), was the best way to gain my bearings. Halfway up, an amusing Beatles monument – soundtrack included – added an entertaining interlude before I reached the pinnacle-viewing platform. Almaty sits at the foot of an impressive mountain range and spreads right into the steppe which, when seen from here, shows just how big and busy this city is – one of Central Asia's largest. More impressive, though, were the mountains – already snow-capped and running along the entire south side of the city, whose attempts at skyscrapers looked pathetic in comparison.

I'd heard Line Brew (007 727 250 7985; line- brew.kz) at 187 Furmanov Street was popular, so this is where my companion and I started our night. After a feast of grilled steak, washed down with the obligatory vodka, we headed to GQ (007 727 387 0403; gq‑bar.kz) at 248 Dostyk Avenue – a super-glitzy DJ bar, which serves delicious cocktails to those not taken by the whisky, cognac and brandy adorning the entire back wall. My host, keen to show me all the best places, quickly moved us on to the dance floor at Cosmopolitan (007 727 291 9140; cosmopolitanbar.net) at 52/2 Dostyk Avenue where we rubbed shoulders with the city's tusovka – the young, rich and beautiful. Ordering drinks involved a minor struggle to get past the go-go dancers on the bar, but once drinks were in hand, the band and DJ soon made up for it.

A night in Almaty never ends early and so, as the crowd at Cosmo's dispersed, we moved on to the 24-hour club Gogol (007 727 279 8079; gogol.kz) at 157 Gogol Street. Past the flashy cars and "face-control" and on to the dance floor, we were kept going by the Friday-night "let your hair down" atmosphere, along with the dance-pop, until about 5am, when we rather unglamorously hitch-hiked (in Almaty, this means getting a taxi) back to the Grand Hotel.

I was tempted to linger in the comfort of my bed, but those stunning mountain peaks were tantalisingly close – within half an hour's reach. A taxi took me straight up the hill to Medeu, home to the world's highest ice rink, where I took a gondola for the last stretch to Shymbulak ski resort. The perfect cure for a hangover awaited at a Marronne Rosso café (00 7 727 261 39 54; www.marronerosso.com), where I sat drinking strong coffee, breathing in the fresh mountain air and taking in the surroundings: snow-covered slopes, a valley of fir trees and, below, a distant (and rather polluted) Almaty. With my head clear and eyes bright once again, I made my way back down to the city, stopping halfway at Samal Hotel (007 727 271 6262; tienshan-hotels.com) at 548 Gornaya Street, where I feasted on an Arabic platter of mezze and kebabs at its Middle Eastern restaurant, Al Wadi.

Feeling I'd done quite enough for one day, I headed straight for the Bali Spa – the Grand Hotel Tien Shan's highly rated wellness centre. A massage and pool session were just the way to get in the mood for another night out.

A Hedonist's Guide to... (Hg2) is a luxury city guide series for the more decadent traveller. For more information, see hg2.com